correct, no welding. Just buy the hardpipe from your favorite shop and it will give you a choice of bov flange you want on it.
Yes, the coldside pipe can be done yourself...its the one right under your stock airbox.
Yes, S1 comes plug and play. Just make sure your VIN is flashed on the ECU and you bought the same year ECU as your car.

 

this is very very easy! take out old piping replace with new, they have rubber connectors....you can certainly do it yourself if you can hanlde hose clamps...the hardest part is clamping the bov onto the flange...at least with hks...snap ring is a b*tch.........good luck